Asymmetric Cointegration: Barley and Crude Oil Price in United States

Siti Rohaya Mat Rahim

MPRA Paper from University Library of Munich, Germany

Abstract: This paper examine whether asymmetrics cointegration present in the relationship between barley and crude oil price. The result suggest that an asymmetric cointegration statistically found barley price and oil price are cointegrated and adjustment mechanisms exist in the case between these two variables.

Keywords: barley price; oil price; asymmetrics cointegration; threshold adjustment (search for similar items in EconPapers)
JEL-codes: C32 C36 C5 F1 (search for similar items in EconPapers)
Date: 2014-09-22
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:58447

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